iMGP DBi Hedge Strategy ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0087 | -1.90 | |
| 0.2302 | 15.11 | |
| 0.9541 | 195.55 | |
| -0.0669 | -3.74 |
Estimation Period:
Dec 18, 2019 to Sep 13, 2024
Dec 18, 2019 to Sep 13, 2024
News Impact Curve
Volatility Forecasts
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